Report NEP-ECM-2007-10-20

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Patrick Gagliardini & Olivier Scaillet, 2007. "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series 9602, Swiss Finance Institute. [Downloadable!]
• P. Gagliardini & O. Scaillet, 2006. "Tikhonov Regularization for Functional Minimum Distance Estimators," Swiss Finance Institute Research Paper Series 06-30, Swiss Finance Institute, revised Nov 2006. [Downloadable!]
• Loriano Mancini & Fabio Trojani, 2007. "Robust Value at Risk Prediction," University of St. Gallen Department of Economics working paper series 2007 2007-36, Department of Economics, University of St. Gallen. [Downloadable!]
• J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet, 2006. "Local Transformation Kernel Density Estimation of Loss Distributions," Swiss Finance Institute Research Paper Series 06-32, Swiss Finance Institute, revised Jun 2007. [Downloadable!]
• George Kapetanios, 2007. "A Test for Serial Dependence Using Neural Networks," Working Papers 609, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Donald W.K. Andrews & Gustavo Soares, 2007. "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Cowles Foundation Discussion Papers 1631, Cowles Foundation, Yale University. [Downloadable!]
• Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007. "An Objective Function for Simulation Based Inference on Exchange Rate Data," Swiss Finance Institute Research Paper Series 07-01, Swiss Finance Institute. [Downloadable!]
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006. "Robust Subsampling," Swiss Finance Institute Research Paper Series 06-33, Swiss Finance Institute. [Downloadable!]
• Artis, Michael J & Clavel, Jose Garcia & Hoffmann, Mathias & Nachane, Dilip M, 2007. "Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications," CEPR Discussion Papers 6517, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Jesus Crespo Cuaresma & Adusei Jumah & Sohbet Karbuz, . "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers 2007-22, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
• Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers 2007-39, Kiel Institute for the World Economy. [Downloadable!]
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Discussion Paper 2007-80, Tilburg University, Center for Economic Research. [Downloadable!]
• Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies. [Downloadable!]
• Gianluca Moretti, 2007. "Detecting long memory co-movements in macroeconomic time series," Temi di discussione (Economic working papers) 642, Bank of Italy, Economic Research Department. [Downloadable!]
• Michael Lechner, 2007. "A Note on the Relation of Weighting and Matching Estimators," University of St. Gallen Department of Economics working paper series 2007 2007-34, Department of Economics, University of St. Gallen. [Downloadable!]
• Bask, Mikael & Widerberg, Anna, 2007. "The Stability and Volatility of Electricity Prices: An Illustration of (lambda, sigma-2) Analysis," Working Papers in Economics 267, Göteborg University, Department of Economics. [Downloadable!]
• Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research Department. [Downloadable!]
• Garroi J.-J. & Goos P. & Sörensen K., 2006. "A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trends," Working Papers 2006026, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• Echenique, Federico & Komunjer, Ivana, 2007. "A test for monotone comparative statics," Working Papers 1278, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
• Patton, Andrew J & Timmermann, Allan G, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Jones, Randall J. & Armstrong, J. Scott & Cuzan, Alfred G., 2007. "Forecasting elections using expert surveys: an application to U.S. presidential elections," MPRA Paper 5301, University Library of Munich, Germany. [Downloadable!]
• Koch I. & De Schepper A., 2006. "The comonotonicity coefficient: a new measure of positive dependence in a multivariate setting," Working Papers 2006030, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
• Peter Bossaerts & Charles Plott & William R. Zame, 2003. "Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments," Swiss Finance Institute Research Paper Series 07-05, Swiss Finance Institute, revised Mar 2007. [Downloadable!]
• Eric Jondeau & Michael Rockinger, 2006. "The Impact of News on Higher Moments," Swiss Finance Institute Research Paper Series 06-28, Swiss Finance Institute. [Downloadable!]
• Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini, 2004. "A GARCH Option Pricing Model in Incomplete Markets," Swiss Finance Institute Research Paper Series 07-03, Swiss Finance Institute, revised Feb 2007. [Downloadable!]

This page was last updated on 2008-8-17.